+45.0%
ICE vs PWR
+443.9%
-398.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.7% | +3.6% | -4.3% | -1.1% |
| 30D | +7.6% | -8.6% | +16.2% | +8.8% |
| 3M | +13.9% | -13.2% | +27.1% | +15.5% |
| 6M | -2.4% | +9.9% | -12.2% | -5.4% |
| YTD | +0.3% | +48.0% | -47.8% | -8.5% |
| 1Y | -6.4% | +66.2% | -72.6% | -17.1% |
| 3Y | +43.1% | +195.1% | -152.0% | +7.3% |
| All | +45.0% | +443.9% | -398.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling